The central aim of this study is to use an experimental approach to investigate the role of exercise in physical health and QOL in people with cancer who are receiving psychosocial counseling (PC). The investigators predict that fitness and QOL will be superior in people who exercise and receive PC than in people who just receive PC. The second aim is to identify factors that might moderate the effectiveness of an exercise program. The third and fourth aims, respectively, are to identify factors that influence rates of recruitment and rates of adherence to an exercise intervention. Predictions for aim 1 of the study are solidly grounded in the literature, which has been thoroughly reviewed by the investigators. Aims two-four will be more exploratory, but the investigators have used Ajzen's Theory of Planned Behavior (TPB) to make predictions about psychosocial factors that might influence adherence to exercise (aim 4). To meet the aims of the study, the investigators will recruit 100 people with cancer, who have volunteered to participate in PC. Clinical psychologists run the PC groups, using a variety of approaches. Eligible patients will be randomly assigned to a control group, consisting of PC, or an intervention group, consisting of PC and an exercise program. The investigators will perform a baseline assessment of fitness, QOL, and other background and psychosocial variables. Following the baseline assessment, participants in the exercise intervention will begin a 10-week exercise program and PC meetings, while participants in the control group will begin their 10-week PC meetings only. Individuals in the exercise group can specify their own type of exercise (e.g., walking, cycling) and will be monitored by a certified fitness appraiser (CFA). QOL will be assessed again in the middle of the intervention period, immediately after the intervention period, and 5 after the intervention period ends. Fitness will be re-assessed immediately after the intervention period.